private void OnHistoryAvailable(object sender, StockQuoteHistory history)
{
if (HistoryAvailable != null)
{
HistoryAvailable(this, history);
}
}
void OnHistoryAvailable(StockQuoteHistory history)
{
_downloadLog.AddHistory(history);
if (HistoryAvailable != null)
{
HistoryAvailable(this, history);
}
}
public async Task <bool> UpdateHistory(StockQuoteHistory history)
{
if (!_downloadError)
{
_downloadError = true;
OnComplete(true, "Download history is not supported by IEXCloud service");
}
await Task.Delay(0);
return(false);
}
internal void Merge(StockQuoteHistory newHistory)
{
foreach (var item in newHistory.History)
{
this.AddQuote(item);
}
// promote any stock quote names to the root (to save space)
foreach (var item in this.History)
{
if (!string.IsNullOrEmpty(item.Name))
{
this.Name = item.Name;
item.Name = null;
}
}
}
public void AddHistory(StockQuoteHistory history)
{
this.database[history.Symbol] = history;
DownloadInfo info = GetInfo(history.Symbol);
if (info == null)
{
info = new DownloadInfo()
{
Downloaded = DateTime.Today, Symbol = history.Symbol
};
this.Downloaded.Add(info);
this._downloaded[info.Symbol] = info;
}
else
{
info.Downloaded = DateTime.Today;
}
DelayedSave();
}
private StockQuoteHistory ParseTimeSeries(JObject o)
{
StockQuoteHistory history = new StockQuoteHistory();
history.History = new List <StockQuote>();
history.Complete = true; // this is a complete history.
Newtonsoft.Json.Linq.JToken value;
if (o.TryGetValue("Note", StringComparison.Ordinal, out value))
{
string message = (string)value;
throw new Exception(message);
}
if (o.TryGetValue("Error Message", StringComparison.Ordinal, out value))
{
string message = (string)value;
throw new Exception(message);
}
if (o.TryGetValue("Meta Data", StringComparison.Ordinal, out value))
{
if (value.Type == JTokenType.Object)
{
JObject child = (JObject)value;
if (child.TryGetValue("2. Symbol", StringComparison.Ordinal, out value))
{
history.Symbol = (string)value;
}
}
}
else
{
throw new Exception("Time series data schema has changed");
}
if (o.TryGetValue("Time Series (Daily)", StringComparison.Ordinal, out value))
{
if (value.Type == JTokenType.Object)
{
JObject series = (JObject)value;
foreach (var p in series.Properties().Reverse())
{
DateTime date;
if (DateTime.TryParse(p.Name, out date))
{
value = series.GetValue(p.Name);
if (value.Type == JTokenType.Object)
{
StockQuote quote = new StockQuote()
{
Date = date, Downloaded = DateTime.Now
};
JObject child = (JObject)value;
if (child.TryGetValue("1. open", StringComparison.Ordinal, out value))
{
quote.Open = (decimal)value;
}
if (child.TryGetValue("4. close", StringComparison.Ordinal, out value))
{
quote.Close = (decimal)value;
}
if (child.TryGetValue("2. high", StringComparison.Ordinal, out value))
{
quote.High = (decimal)value;
}
if (child.TryGetValue("3. low", StringComparison.Ordinal, out value))
{
quote.Low = (decimal)value;
}
if (child.TryGetValue("5. volume", StringComparison.Ordinal, out value))
{
quote.Volume = (decimal)value;
}
history.History.Add(quote);
}
}
}
}
}
else
{
throw new Exception("Time series data schema has changed");
}
return(history);
}
public async Task <bool> UpdateHistory(StockQuoteHistory history)
{
string outputsize;
if (!history.Complete)
{
outputsize = "full";
}
else
{
outputsize = "compact";
}
bool updated = false;
const string timeSeriesAddress = "https://www.alphavantage.co/query?function=TIME_SERIES_DAILY&symbol={0}&outputsize={1}&apikey={2}";
string symbol = history.Symbol;
string uri = string.Format(timeSeriesAddress, symbol, outputsize, this._settings.ApiKey);
await Task.Run(new Action(() =>
{
try
{
// first check if history needs updating!
bool historyComplete = history.IsComplete();
if (historyComplete)
{
OnError(string.Format("History for symbol {0} is already up to date", symbol));
}
else
{
// this service doesn't want too many calls per second.
int ms = _throttle.GetSleep();
while (ms > 0)
{
string message = null;
string suffix = (ms > 1000) ? "seconds" : "ms";
int amount = (ms > 1000) ? ms / 1000 : ms;
message = string.Format("AlphaVantage history service needs to sleep for {0} {1}", suffix, amount);
OnComplete(PendingCount == 0, message);
while (!_cancelled && ms > 0)
{
Thread.Sleep(1000);
ms -= 1000;
}
ms = _throttle.GetSleep();
}
if (!_cancelled)
{
HttpWebRequest req = (HttpWebRequest)WebRequest.Create(uri);
req.UserAgent = "USER_AGENT=Mozilla/4.0 (compatible; MSIE 6.0; Windows NT 5.1;)";
req.Method = "GET";
req.Timeout = 10000;
req.UseDefaultCredentials = false;
_current = req;
OnError("AlphaVantage fetching history for " + symbol);
WebResponse resp = req.GetResponse();
_throttle.RecordCall();
using (Stream stm = resp.GetResponseStream())
{
using (StreamReader sr = new StreamReader(stm, Encoding.UTF8))
{
string json = sr.ReadToEnd();
JObject o = JObject.Parse(json);
var newHistory = ParseTimeSeries(o);
if (string.Compare(newHistory.Symbol, symbol, StringComparison.OrdinalIgnoreCase) != 0)
{
OnError(string.Format("History for symbol {0} return different symbol {1}", symbol, newHistory.Symbol));
}
else
{
updated = true;
history.Merge(newHistory);
history.Complete = true;
history.Save(this._logPath);
}
}
}
}
}
}
catch (Exception ex)
{
string message = ex.Message;
OnError(message);
if (message.Contains("Please visit https://www.alphavantage.co/premium/"))
{
_throttle.CallsThisMinute += this._settings.ApiRequestsPerMinuteLimit;
}
}
OnComplete(PendingCount == 0, null);
}));
return(updated);
}
public async void BeginFetchHistory(List <string> batch)
{
string singleton = null;
bool busy = false;
lock (_downloadSync)
{
busy = _downloadingHistory;
if (busy)
{
if (batch.Count == 1)
{
// then we need this individual stock ASAP
var item = batch[0];
if (_downloadBatch.Contains(item))
{
_downloadBatch.Remove(item);
}
_downloadBatch.Insert(0, item);
singleton = item;
}
else
{
// then merge the new batch with existing batch that we are downloading.
foreach (var item in batch)
{
if (!_downloadBatch.Contains(item))
{
_downloadBatch.Add(item);
}
}
}
}
else
{
// starting a new download batch.
_downloadBatch = new List <string>(batch);
}
}
if (busy)
{
if (!string.IsNullOrEmpty(singleton))
{
// in this case we want to load any cached history and make that available to unblock the UI thread ASAP
// otherwise UI might be blocks on slow HTTP downloads.
var history = await this._downloadLog.GetHistory(singleton);
if (history != null && history.History != null && history.History.Count != 0)
{
// unblock the UI thread with the cached history for now.
OnHistoryAvailable(history);
}
}
// only allow one thread do all the downloading.
return;
}
tokenSource = new CancellationTokenSource();
_downloadingHistory = true;
while (_downloadingHistory)
{
string symbol = null;
lock (_downloadSync)
{
if (_downloadBatch != null && _downloadBatch.Count > 0)
{
symbol = _downloadBatch.First();
_downloadBatch.Remove(symbol);
}
}
if (symbol == null)
{
break;
}
else
{
#if PerformanceBlocks
using (PerformanceBlock.Create(ComponentId.Money, CategoryId.View, MeasurementId.DownloadStockQuoteHistory))
{
#endif
StockQuoteHistory history = null;
var info = this._downloadLog.GetInfo(symbol);
history = await this._downloadLog.GetHistory(symbol);
if (history == null)
{
history = new StockQuoteHistory()
{
Symbol = symbol
};
}
if (info != null && info.Downloaded.Date == DateTime.Today && history != null && history.Complete)
{
// already up to date
}
else
{
try
{
await _service.UpdateHistory(history);
}
catch (Exception ex)
{
OnError("Download history error: " + ex.Message);
}
}
if (history != null && history.History != null && history.History.Count != 0)
{
OnHistoryAvailable(history);
}
#if PerformanceBlocks
}
#endif
}
}
_downloadingHistory = false;
while (_downloadingHistory && _downloadBatch.Count > 0)
{
Thread.Sleep(1000); // wait for download to finish.
}
_downloadingHistory = false;
}
public async Task <StockQuoteHistory> GetHistory(string symbol)
{
if (database.ContainsKey(symbol))
{
return(database[symbol]);
}
StockQuoteHistory history = null;
DownloadInfo info;
var changed = false;
var changedHistory = false;
if (_downloaded.TryGetValue(symbol, out info))
{
// read from disk on background thread so we don't block the UI thread loading
// all these stock quote histories.
await Task.Run(() =>
{
try
{
history = StockQuoteHistory.Load(this._logFolder, symbol);
if (symbol == "GE")
{
Debug.WriteLine("debug me");
}
if (history.RemoveDuplicates())
{
changedHistory = true;
}
}
catch (Exception)
{
// file is bad, so ignore it
}
});
if (history == null)
{
this.Downloaded.Remove(info);
this._downloaded.Remove(info.Symbol);
changed = true;
}
else
{
database[symbol] = history;
}
lock (_downloadedQuotes)
{
if (_downloadedQuotes.ContainsKey(info.Symbol))
{
if (history.AddQuote(_downloadedQuotes[info.Symbol]))
{
changedHistory = true;
}
}
}
}
if (changed)
{
DelayedSave();
}
if (changedHistory)
{
history.Save(_logFolder);
}
return(history);
}
